110818 Programs from 'Statistical Computation' Version: December 1985 Submitted by: J.H. Maindonald, Applied Maths Div, DSIR, Auckland, New Zealand Operating System: RT-11 V5, VAX/VMS V4 Source Language: BASIC-11 Memory Required: (MULREG & NORMEQ) 18500B, other programs much less Keywords: Statistics Abstract: Apart from one omission and three additions (marked with *), these are the programs listed in chapters 9 and 10 of Maindonald, J.H. (1984): 'Statistical Computation'. Wiley, N.Y. Included are: . MULREG and NORMEQ: These two alternative programs use modern algorithms to handle multiple regression calculations. MULREG uses Givens rotations, avoiding NORMEQ's explicit formation of the normal equations. There are minor improvements on the listings in 'Statistical Computation'. . GAMMA*: Evaluate log n! . GAUSS*, GAUSS1, GAU12, GAUSS3, GAUSS4, and GAUI5: These approximate the cumulative normal or its inverse. . CHISQ6: Approximates the cumulative chi-square distribution. . TDIS7 and TINV8: Approximate the cumulative t-distribution and its inverse. . F* and FDIS9: These approximate the cumulative F-distribution. . FDIS10: Approximates the non-central F-distribution. . BINLIM: Approximate binomial confidence limits. . CORREL: Confidence limits for the product-moment correlation. . SVD: Singular value decomposition, using Nash and Lefkovitch's modification of method due to Kaiser. Media (Service Charge Code): One RX01 Diskette (KA) Format: RT-11, 600' Magnetic Tape (MA) Format: RT-11

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